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2001 | 11 | 5 | 1203-1216
Tytuł artykułu

Measuring and maintaining consistency: a hybrid FTF algorithm

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
Due to the versatility as well as its ease of implementation, the Fast Transversal Filters algorithm is attractive for many adaptive filtering applications. However, it is not widely used because of its undesirable tendency to diverge when operating in finite precision arithmetic. To compensate, modifications to the algorithm have been introduced that are either occasional (performed when a predefined condition(s) is violated) or structured as part of the normal update iteration. However, in neither case is any confidence explicitly given that the computed parameters are in fact close to the desired ones. Here, we introduce a time invariant parameter that provides the user with more flexibility in establishing confidence in the consistency of the updated filter parameters. Additionally, we provide evidence through the introduction of a hybrid FTF algorithm that when sufficient time is given prior to catastrophic divergence, the update parameters of the FTF algorithm can be adjusted so that consistency can be acquired and maintained.
Słowa kluczowe
Rocznik
Tom
11
Numer
5
Strony
1203-1216
Opis fizyczny
Daty
wydano
2001
Twórcy
  • Department of Mathematics, University of California, San Diego, La Jolla, California 92093-0112, U.S.A.
  • Department of Mathematics, Tennessee Technological University, Box 5054, Cookeville, TN 38505, U.S.A.
  • QinetiQ ltd., Malvern Technology Center, St. Andrews Road, Malvern Worcs., WR14 3PS, United Kingdom
Bibliografia
  • Chaitin-Chatelin F. and Frayssé V. (1996): Lectures on FinitePrecision Computations. - Philadelphia: SIAM.
  • Cioffi J.M. and Kailath T. (1984): Fast, recursive-least-squares transversalfilters for adaptive filtering. - IEEE Trans. s Acoust. Speech Sign.Process., Vol.32, No.2, pp.304-337.
  • Haykin S. (1991): Adaptive Filter Theory, 2nd Edn. - Englewood Cliffs, NJ: Prentice-Hall.
  • Lin D. (1984): On digital implementation of the fast Kalman algorithms. - IEEE Trans. Acoust. Speech Sign. Process., Vol.32,No.5, pp.998-1005.
  • Regalia P. (1992): Numerical stability issues in fast least-squaresadaptation algorithms. - Opt. Eng., Vol.31, No.6, pp.1144-1152.
  • Slock D.T.M. and Kailath T. (1991): Numerically stable fast transversalfilters for recursive least squares adaptive filtering. - IEEE Trans. Signal Process., Vol.39, No.1, pp.92-114.
  • Slock D.T.M. and Kailath T. (1992): Backward consistency concept andround-off error propagation dynamics in recursive least-squares algorithms. - Opt. Eng., Vol.31, No.6, pp.1153-1169.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-amcv11i5p1203bwm
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